The following publications are possibly variants of this publication:
- Convergence and stability of the split-step backward Euler method for linear stochastic delay integro-differential equationsJianguo Tan, Hongli Wang. mcm, 51(5-6):504-515, 2010. [doi]
- Split-step forward methods for stochastic differential equationsPeng Wang, Yong Li. jcam, 233(10):2641-2651, 2010. [doi]
- The semi-implicit Euler method for stochastic differential delay equation with jumpsLa-sheng Wang, Changlin Mei, Hong Xue. amc, 192(2):567-578, 2007. [doi]